A unit root test using a Fourier series to approximate smooth breaks
Walter Enders and Junsoo Lee
| Year of publication: |
2012
|
|---|---|
| Authors: | Enders, Walter ; Lee, Junsoo |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 4, p. 574-599
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219892